I recently installed WDM onto a 4.1.5 test BES server. Install went fine, no login issues as other have reported.
One problem - backup. On the Backup and Restore tab clicking the backup icon (two floppy disks) results in a momentary refresh of the page and nothing else. The attached device - tried with two 8120's and an 8310 - shows "connected to desktop" for approx 1 second then returns to the previous screen. All other WDM functions appear to be working.
Have rebooted the server, tried another client machine, different versions of IE - 6 SP1 and IE7, added as a trusted site, set IE security settings to low, all with same result.

Ok - Solved this. A good ol' uninstall and re-install of the BB administrative service did the trick. Whereas the first install pre-populated all of the LDAP settings, the second prompted for them, as well as creating a password for the cert generation.